FANUC Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.53% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9691 | 7.79 | |
| 0.0932 | 8.05 | |
| 0.8303 | 49.57 | |
| -0.0024 | -0.11 | |
| 0.0578 | 1.77 | |
| -0.1458 | -6.47 | |
| 0.1625 | 7.52 | |
| -0.1111 | -4.81 | |
| 0.0527 | 1.80 | |
| -0.0028 | -0.10 | |
| -0.0222 | -1.10 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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